Quantitative Analyst

**General**:
**Job Title**
- Quantitative Analyst - Data Scientist**Job Category**
- Financial & Accounting**Location**
- Kwa-Zulu Natal**Employment Type**
- Permanent**Area**
- Durban**Bee status**
- Include All**Salary**
- Market Related**Min Salary**
- Not Set**Max Salary**
- Not Set**Expiry Date**
- 30th September 2023**Deadline Date**
- 30th September 2023**Experience**
- Experience Required**Introduction**:
My client is a leading financial services provider based in Durban. They are in search of an Quantitative Analyst to join their team to critically analyze and advise the business on data driven value adds, and create and maintain accurate data, dashboards, and management reports.

**Description**:

- Model Development.
- Development of new predictive models in line with business requirements.
- Successful deployment of predictive models.
- Engagement with key stakeholders around business requirements for models Model Management.
- Manage monthly monitoring and regular updates of existing predictive models.
- Prepare analysis/commentary for model management meetings.
- Reporting to 3rd party funders on model management.
- Ensure model management process is conducted according to policies defined.
- Interrogate existing models and identify possible red flags.
- Research latest model building methodologies.

**Education Profile**:

- Honours degree in Statistics/Mathematics
- Preferred - Master’s Degree in Statistics/Mathematics

**Experience**:

- 2-5 years’ experience in scoring system development and credit risk analytics (retail)
- Preferred: 5-8 years experience in scoring system development and credit risk analytics (retail) - 2 of which at senior level In

Additional Information Skills Technical (at least some of the below skills will be necessary)
- SQL coding
- R
- Advanced Excel
- Python (advantageous)
- Denodo (advantageous)
- SAS (advantageous)
- Predictive modelling or financial modelling
- Machine learning (advantageous)
- Exposure to IFRS9 modelling (highly advantageous)
- Ability to work with large amounts of data

**Application Instructions**:
**Contact Details**:
**Contact Name**
- Jeraleen**Contact Phone